Soc. Generale Knock-Out LEN
/ DE000SH4N9U1
Soc. Generale Knock-Out LEN/ DE000SH4N9U1 /
| 2024-04-23 8:55:05 AM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.54EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LENZING AG |
106.538 - |
2078-12-31 |
Put |
Master data
| Issuer: |
Société Générale |
| WKN: |
SH4N9U |
| Currency: |
EUR |
| Underlying: |
LENZING AG |
| Type: |
Knock-out |
| Option type: |
Put |
| Strike price: |
106.538 - |
| Maturity: |
Endless |
| Issue date: |
2022-01-17 |
| Last trading day: |
2024-04-24 |
| Ratio: |
10:1 |
| Exercise type: |
Bermuda |
| Quanto: |
- |
| Gearing: |
-0.41 |
| Knock-out: |
100.24 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
-69.59 |
| Distance to knock-out %: |
-227.05% |
| Distance to strike price: |
-75.888 |
| Distance to strike price %: |
-247.60% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
-0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
0.40% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
7.54 |
| High: |
7.54 |
| Low: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.01% |
| 3 Months |
|
|
-2.58% |
| YTD |
|
|
+2.03% |
| 1 Year |
|
|
+15.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.69 |
7.23 |
| 6M High / 6M Low: |
8.19 |
6.97 |
| High (YTD): |
2024-03-19 |
8.19 |
| Low (YTD): |
2024-04-10 |
7.23 |
| 52W High: |
2024-03-19 |
8.19 |
| 52W Low: |
2023-06-13 |
5.95 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.17 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
22.91% |
| Volatility 6M: |
|
17.78% |
| Volatility 1Y: |
|
25.19% |
| Volatility 3Y: |
|
- |
